The following pages link to Matei Demetrescu (Q379928):
Displayed 33 items.
- Nonlinear IV panel unit root testing under structural breaks in the error variance (Q379930) (← links)
- On the Dickey-Fuller test with white standard errors (Q451360) (← links)
- Enhancing the local power of IVX-based tests in predictive regressions (Q485604) (← links)
- Instrumental variable and variable addition based inference in predictive regressions (Q494409) (← links)
- Bias correction for the regression-based LM fractional integration test (Q732235) (← links)
- An extension of the Gauss-Newton algorithm for estimation under asymmetric loss (Q959167) (← links)
- Inference on the long-memory properties of time series with non-stationary volatility (Q1668281) (← links)
- Recursive adjustment for general deterministic components and improved cointegration rank tests (Q1695667) (← links)
- A simple nonstationary-volatility robust panel unit root test (Q1925842) (← links)
- Asymptotic normal tests for integration in panels with cross-dependent units (Q2006894) (← links)
- Testing for episodic predictability in stock returns (Q2116325) (← links)
- Residual-augmented IVX predictive regression (Q2116346) (← links)
- Joint forecasts of Dow Jones stocks under general multivariate loss function (Q2445692) (← links)
- Effect of neglected deterministic seasonality on unit root tests (Q2457770) (← links)
- The power of unit root tests against nonlinear local alternatives (Q2852480) (← links)
- (WHEN) DO LONG AUTOREGRESSIONS ACCOUNT FOR NEGLECTED CHANGES IN PARAMETERS? (Q2981819) (← links)
- (Q3603252) (← links)
- LONG MEMORY TESTING IN THE TIME DOMAIN (Q3632376) (← links)
- Testing for the cointegrating rank of a vector autoregressive process with uncertain deterministic trend term (Q3653359) (← links)
- (Q4664270) (← links)
- Panel Unit Root Testing with Nonlinear Instruments for Infinite-Order Autoregressive Processes (Q4928515) (← links)
- FINITE-SAMPLE SIZE CONTROL OF IVX-BASED TESTS IN PREDICTIVE REGRESSIONS (Q4959133) (← links)
- Autoregressive spectral estimates under ignored changes in the mean (Q5063329) (← links)
- Testing for constant correlation of filtered series under structural change (Q5084327) (← links)
- Testing for stationarity in large panels with cross-dependence, and US evidence on unit labor cost (Q5123624) (← links)
- IV‐BASED COINTEGRATION TESTING IN DEPENDENT PANELS WITH TIME‐VARYING VARIANCE (Q5176846) (← links)
- Determining the Parameters of a Multinomial Distribution: The Fiducial Approach (Q5307764) (← links)
- (Q5424552) (← links)
- Loss Reduction in Point Estimation Problems (Q5441634) (← links)
- Homogeneous vs. heterogeneous transition functions in panel smooth transition regressions (Q5861044) (← links)
- Robust Inference for Near-Unit Root Processes with Time-Varying Error Variances (Q5864374) (← links)
- Extensions to IVX methods of inference for return predictability (Q6090572) (← links)
- Transformed regression-based long-horizon predictability tests (Q6090579) (← links)